Try leather gloves which do not have any inner lining (your touching the leather inside). Have not actually tested the DHD yet but my other touchscreen stuff works fine with such gloves. I noticed this when doing renovations with thin leather workgloves on. To be specific: SE Xperia X10 Mini and iPod Nano worked fine with 2 euro workgloves.

I've got some fingerless gloves with a kind of mitten attachment that folds over the ends, don't have to mess about taking the gloves off. Admittedly your finger ends are exposed to the cold but not for long and it's not like we live in the Antarctic!

hmm.
Ive hit this problem recently when a call was coming in & I needed to answer it.
I put the phone to my face and touched the screen with my nose.
- no good for really accurate use of the screen. but it's good enough for the MP3 player or answering calls. I can even unlock the screen using the pattern trace.